-27.1%
RKT vs LUMN
-17.5%
-9.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.3% |
| 7D | -6.3% | +2.5% | -8.8% | -6.5% |
| 30D | -6.2% | +10.3% | -16.5% | -7.3% |
| 3M | -1.9% | -18.3% | +16.4% | +0.1% |
| 6M | -13.0% | +4.4% | -17.4% | -13.9% |
| YTD | -31.9% | -10.7% | -21.2% | -32.1% |
| 1Y | -37.6% | +14.0% | -51.5% | -40.4% |
| 3Y | +36.8% | +406.6% | -369.8% | -14.1% |
| 5Y | -9.7% | -36.8% | +27.1% | -8.3% |
| All | -27.1% | -17.5% | -9.6% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LUMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling